On Saturday, June 2—the kind of hot and humid day that only inspires a dread of July and August—cast and crew members of HBO’s new show Flight of the Conchords crowded into a small soundstage at Steiner Studios in the Brooklyn Navy Yards.

Inside, an elaborate set was made up to look like the prototypical I-hope-to-make-rent-next-month New York City apartment: two twin beds in a cramped bedroom, an overstuffed, dingy striped sofa, some ironic art on the walls, single dishes and glasses, etc. It was meant to depict the Lower Lower East Side/Chinatown–based home of “New Zealand’s 4th most popular folk parody duo” (as the many advertisements describe Flight of the Conchords), otherwise known as Bret McKenzie and Jemaine Clement, two lovable Kiwis hoping to make their way in the big city. The show follows their travails as buds in a band, which usually involves unpredictably bursting into song, to questionable effect. (“You’re so beautiful / You could be a waitress / You’re so beautiful you could be an air hostess in the 60’s / You’re so beautiful / You could be a part … time … model,” they harmonize, deceptively sweet, to an attractive blonde at a party. While dressed in tinfoil as robots, ostensibly for a video shoot, they put on their best android voices to sing, “The humans are dead / We used poisonous gasses / And we poisoned their asses.”)

It was the last day of shooting for Conchords, which will air on June 17 (a.k.a. the HBO-designated sweet spot, Sunday night, which will feel gapingly empty after The Sopranos’ June 10 series finale). They were shooting part of what was being referred to as their “Bowie” episode. In it, Mr. McKenzie, 30—a lanky, doe-eyed man-child in a red-striped shirt—has been wrestling with body issues, namely that he appears too skinny. In a dream sequence, David Bowie (who looks a lot like Mr. McKenzie’s bandmate, roommate and best mate, Jemaine) appears in Bret’s dream to spout rock-god wisdom.

Mr. Clement, 33, wearing heavy white face makeup (he’s the 1972 incarnation of the glam-rock David Bowie) and blond streaks in his dark hair, stood off-camera reading lines for Mr. McKenzie to react to. Over the next four takes, the two played fast and loose with the scripted text, ad-libbing various bits into Bret’s past “funky dreams”—a guinea pig with his face on it, a dog with his face on it, a cat with his face, the time he was a chair and people kept sitting on him (“Were you feeling anxious?” Jemaine/Bowie asked), each time getting around to the main bit of advice, which was that perhaps Bret should try adding an eye patch to his look. A few crew members covered their mouths to stifle laughs during filming.

“The eye patch was probably the only thing that had to get in there,” Mr. McKenzie said later, over salmon and chick peas, during the production’s lunch break. “There’s a script we use as a structure …. ”

“ … that we never really learn,” Mr. Clement interjected.

The repartee between the Bret McKenzie and Jemaine Clement in Flight of the Conchords closely mirrors the one between the real-life Bret and Jemaine (“Our characters never smile; Bret and I occasionally smile,” Mr. Clement said), which makes perfect sense: They’ve been friends since they met in Wellington in 1996, when both were members of their university’s drama club.

They became housemates in 1998, when they were both learning the guitar (“Bret’s a real musician,” Mr. Clement said, proudly, once Mr. McKenzie was safely out of earshot. “He played drums and keyboards in a very successful band in New Zealand called the Black Seeds.”) Since neither could remember song lyrics, they began to make them up. When a friend was organizing a comedy night, they gave it a try. The name of the band (which is sort of a mouthful) happened when “they needed something to write on the board,” said Mr. Clement. “We came up with it really quickly. We’re used to it now. But for a while I regretted it.”

The pair developed a faithful following at home and on the road, thanks both to their silly lyrics and deadpan onstage banter. “In the beginning, we didn’t talk at all—we were too nervous about our guitar-playing,” said Mr. Clement.

At a performance at the 2003 Edinburgh Fringe Festival, they caught the eye of James Bobin, a British writer and director in between seasons of working on Da Ali G Show.

“They were playing in this cave,” Mr. Bobin said, explaining that at the Edinburgh festival, performers find themselves in unusual performing spaces. “And it was packed. They came on and played this amazing hour-long set of songs and banter, and I was blown away—I thought they were amazing. I wondered even then how it could work as a TV show. It was like, how do you translate this?”

Mr. Bobin, 34, met the duo after the show through a mutual friend, comedian Demetri Martin, and they hit it off. They kept in touch and, over time, developed a friendship.

At one point in 2004, NBC approached Mr. McKenzie and Mr. Clement about writing a pilot script that never came to fruition. (“It was the same sort of thing, but set in Los Angeles. We were a lot less experienced,” Mr. McKenzie said.) They did a six-part BBC radio show. HBO’s One Night Stand booked them in 2005, and they received a standing ovation, prompting the network to realize that they had something with potential on their hands. Mr. Bobin was brought in as an executive producer, director and writer (Mr. McKenzie and Mr. Clement also share executive-producing and writing credits).

Taking the energy of a live performance and expanding stage banter into a fully realized universe (many of the show’s plots are based around pre-existing songs) isn’t necessarily a sure thing for HBO, which—judging by the marketing of Conchords—is throwing its full weight behind the project. The humor manages to be both silly and subtle, but in the ever-fickle world of television, smart and funny doesn’t necessarily mean success (just ask Andy Richter!). When asked about a second season, some crew members gave the ole ‘who-the-heck-knows?’ face and seemed hopeful for a strong audience reaction (if that wacky Internet is any yardstick, Conchords should do just fine—one of their performances on YouTube has been viewed over half a million times, and they have an extensive fan site, called What the Folk!).

When it came time to film, the team decided that the show should be based in New York because, as Mr. Bobin said, “it’s a place where you bump into people and things happen.” The bandmates, often shown strolling the streets below Delancey, do look somewhat interchangeable with the folks you might find at Max Fish; Mr. McKenzie has the ubiquitous hipster beard and tousled hair, while Mr. Clement sports thick-rimmed glasses (if anything rings false on the show, it’s that the two handsome men with cute accents would be unlucky in love here).

“We didn’t want to make it too hipster, because they’re more innocent than that,” said Mr. Bobin. “They live in that neighborhood for economic reasons.” (Um, O.K.!)

Along with Mr. McKenzie and Mr. Clement, the cast is rounded out by Dave (Arj Barker), the fellas’ go-to friend and advisor (we meet him in the first episode, where he tells the guys not to speak to him, since he’s trying to meet girls by looking lonely); Mel (Kristen Schaal), their one and only almost-stalker fan; and Murray (Rhys Darby), the group’s manager and New Zealand’s cultural attaché (his office has ever-changing pro–New Zealand posters trumpeting sentiments like New Zealand … not part of Australia!).

For now, the Conchords can film on the street without being recognized (although “I got recognized in L.A. and got free dessert,” Mr. McKenzie said. “I got recognized and put in the V.I.P. section before the real V.I.P.’s came and kicked me out,” Mr. Clement countered). However, before Conchords, Mr. McKenzie had his own notoriety as the object of obsession during a split-second appearance as the elf Figwit in The Lord of the Rings: The Fellowship of the Rings. “He was at the council of Elrond,” Mr. Bobin explained, clearly amused. “He was one of 20 extras, and these girls started an entire site around Figwit.” (Figwit, Mr. Bobin said, stands for “Frodo Is Great, Who Is That?”) “He was described as the perfect elf. By the third movie, the producers called up Bret and put him in with a line. So in Return of the King, Bret is with Liv Tyler—he’s leading her horse—and he says something like, ‘Hurry up, my lady.’”

“I got to come back as a celebrity extra,” Mr. McKenzie confirmed later with a shy smile. “I shared screen time, but not actual film time, with Liv Tyler. It just looked like we were walking together.”

“Green screen … anyone can do that at home,” Mr. Clement said.

“Jemaine is jealous.”

“I’ve got myself with Humphrey Bogart, Laurence Olivier … ,” Mr. Clement said before the two cracked up all over again.

Their New Zealand heritage—and the fact that Americans don’t seem to know much about it beyond being home to The Lord of the Rings—is a comedic thread that runs throughout the show.

“Well, there’s the sheep. And the bungee jumping—that’s quite famous,” Mr. McKenzie said, in response to an Observer reporter’s question about other well-known New Zealand things. “There’s Edmund Hillary, first person to climb Mount Everest.”

“The first person to split the atom,” added Mr. Clement.

“Crowded House,” said Mr. McKenzie.

“That cat’s-eye thingy, the little thing that marks the lines on the road.”

“That song ‘How Bizarre’ … Once Were Warriors … The Piano.”

“Russell Crowe was born in New Zealand.”

“Then there’s us,” Mr. McKenzie concluded.

This article was published in the June 10, 2007, edition of The New York Observer.